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Introduction to stochastic dynamic programming
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent...
Autores principales: | , , |
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Lenguaje: | eng |
Publicado: |
Academic Press
1983
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Materias: | |
Acceso en línea: | http://cds.cern.ch/record/1986305 |
_version_ | 1780945454249279488 |
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author | Ross, Sheldon M Birnbaum, Z W Lukacs, E |
author_facet | Ross, Sheldon M Birnbaum, Z W Lukacs, E |
author_sort | Ross, Sheldon M |
collection | CERN |
description | Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the |
id | cern-1986305 |
institution | Organización Europea para la Investigación Nuclear |
language | eng |
publishDate | 1983 |
publisher | Academic Press |
record_format | invenio |
spelling | cern-19863052021-04-21T20:35:28Zhttp://cds.cern.ch/record/1986305engRoss, Sheldon MBirnbaum, Z WLukacs, EIntroduction to stochastic dynamic programmingMathematical Physics and MathematicsIntroduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and theAcademic Pressoai:cds.cern.ch:19863051983 |
spellingShingle | Mathematical Physics and Mathematics Ross, Sheldon M Birnbaum, Z W Lukacs, E Introduction to stochastic dynamic programming |
title | Introduction to stochastic dynamic programming |
title_full | Introduction to stochastic dynamic programming |
title_fullStr | Introduction to stochastic dynamic programming |
title_full_unstemmed | Introduction to stochastic dynamic programming |
title_short | Introduction to stochastic dynamic programming |
title_sort | introduction to stochastic dynamic programming |
topic | Mathematical Physics and Mathematics |
url | http://cds.cern.ch/record/1986305 |
work_keys_str_mv | AT rosssheldonm introductiontostochasticdynamicprogramming AT birnbaumzw introductiontostochasticdynamicprogramming AT lukacse introductiontostochasticdynamicprogramming |